Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 09-Feb-2017
Day Change Summary
Previous Current
08-Feb-2017 09-Feb-2017 Change Change % Previous Week
Open 163.53 164.21 0.68 0.4% 161.93
High 164.41 164.46 0.05 0.0% 162.68
Low 163.44 163.97 0.53 0.3% 161.35
Close 164.22 164.23 0.01 0.0% 162.49
Range 0.97 0.49 -0.48 -49.5% 1.33
ATR 0.86 0.83 -0.03 -3.1% 0.00
Volume 771,865 639,537 -132,328 -17.1% 4,173,178
Daily Pivots for day following 09-Feb-2017
Classic Woodie Camarilla DeMark
R4 165.69 165.45 164.50
R3 165.20 164.96 164.36
R2 164.71 164.71 164.32
R1 164.47 164.47 164.27 164.59
PP 164.22 164.22 164.22 164.28
S1 163.98 163.98 164.19 164.10
S2 163.73 163.73 164.14
S3 163.24 163.49 164.10
S4 162.75 163.00 163.96
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 166.16 165.66 163.22
R3 164.83 164.33 162.86
R2 163.50 163.50 162.73
R1 163.00 163.00 162.61 163.25
PP 162.17 162.17 162.17 162.30
S1 161.67 161.67 162.37 161.92
S2 160.84 160.84 162.25
S3 159.51 160.34 162.12
S4 158.18 159.01 161.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.46 162.01 2.45 1.5% 0.79 0.5% 91% True False 805,443
10 164.46 161.35 3.11 1.9% 0.75 0.5% 93% True False 835,775
20 164.46 161.31 3.15 1.9% 0.77 0.5% 93% True False 804,043
40 164.94 161.19 3.75 2.3% 0.77 0.5% 81% False False 657,089
60 164.94 159.91 5.03 3.1% 0.86 0.5% 86% False False 576,099
80 166.84 159.91 6.93 4.2% 0.86 0.5% 62% False False 436,567
100 168.93 159.91 9.02 5.5% 0.82 0.5% 48% False False 350,064
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 166.54
2.618 165.74
1.618 165.25
1.000 164.95
0.618 164.76
HIGH 164.46
0.618 164.27
0.500 164.22
0.382 164.16
LOW 163.97
0.618 163.67
1.000 163.48
1.618 163.18
2.618 162.69
4.250 161.89
Fisher Pivots for day following 09-Feb-2017
Pivot 1 day 3 day
R1 164.23 164.06
PP 164.22 163.89
S1 164.22 163.72

These figures are updated between 7pm and 10pm EST after a trading day.

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